9780125649223-0125649223-Spectral Analysis and Time Series, Two-Volume Set: Volumes I and II (Volume 1-2)

Spectral Analysis and Time Series, Two-Volume Set: Volumes I and II (Volume 1-2)

ISBN-13: 9780125649223
ISBN-10: 0125649223
Author: Priestley, M. B.
Publication date: 1983
Publisher: Academic Press
Format: Paperback 890 pages
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Book details

ISBN-13: 9780125649223
ISBN-10: 0125649223
Author: Priestley, M. B.
Publication date: 1983
Publisher: Academic Press
Format: Paperback 890 pages

Summary

Acknowledged authors Priestley, M. B. wrote Spectral Analysis and Time Series, Two-Volume Set: Volumes I and II (Volume 1-2) comprising 890 pages back in 1983. Textbook and eTextbook are published under ISBN 0125649223 and 9780125649223. Since then Spectral Analysis and Time Series, Two-Volume Set: Volumes I and II (Volume 1-2) textbook was available to sell back to BooksRun online for the top buyback price or rent at the marketplace.

Description

A principal feature of this book is the substantial care and attention devoted to explaining the basic ideas of the subject. Whenever a new theoretical concept is introduced it is carefully explained by reference to practical examples drawn mainly from the physical sciences. Subjects covered include: spectral analysis which is closely intertwined with the "time domain" approach, elementary notions of Hilbert Space Theory, basic probability theory, and practical analysis of time series data. The inclusion of material on "kalman filtering", state-space filtering", "non-linear models" and continuous time" models completes the impressive list of unique and detailed features which will give this book a prominent position among related literature. The first section―Volume 1―deals with single (univariate) series, while the second―Volume 2―treats the analysis of several (multivariate) series and the problems of prediction, forecasting and control.

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